| 2 |
The Hermite Ensemble: Wigner's Semi-Circle Law |
Histogramming (PDF)
Experiments with the Classical Ensembles (PDF) |
Histogramming
bellcurve.m (M)
histn.m (M)
momwigner.m (M)
Experiments with the Classical Ensembles
wigner.m (M)
wishart.m (M)
manova.m (M)
wigneredf.m (M)
wishartedf.m (M)
manovaedf.m (M)
classicexpt.m (M) |
| 3 |
The Laguerre Ensemble: Marcenko-Pastur Theorem |
The Stieltjes Transform Based Approach (PDF) (Courtesy of Raj Rao. Used with permission.) |
|
| 5 |
The "Semi-Circular" Element: Central Limit Theorem for Infinite Random Matrices |
Tridiagonal Matrices, Orthogonal Polynomials and the Classical Random Matrix Ensembles (PDF) (Courtesy of Brian Sutton. Used with permission.) |
trijacobi.m (M) |
| 6 |
Free Cumulants in Free Probability |
Essentials of Finite Random Matrix Theory (PDF)
Numerical Methods in Random Matrices (PDF) (Courtesy of Per-Olof Persson. Used with permission.) |
Essentials of Finite Random Matrix Theory
jsymeig.m (M) |
| 7 |
Free Cumulants in Free Probability (cont.) |
Project Ideas (PDF) |
|